+361.3%
LRCX vs TSN
+11.8%
+349.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.4% |
| 7D | +1.8% | +1.4% | +0.5% | +2.1% |
| 30D | -4.3% | -6.2% | +1.9% | -5.2% |
| 3M | -7.3% | -5.7% | -1.7% | -8.1% |
| 6M | +38.6% | -11.4% | +49.9% | +37.3% |
| YTD | +74.4% | -8.2% | +82.6% | +73.5% |
| 1Y | +179.1% | -2.0% | +181.1% | +177.9% |
| All | +361.3% | +11.8% | +349.4% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling